青岛大学学报（自然科学版）2018，Vol.31Issue(1)：150-156,7.DOI:10.3969/j.issn.1006-1037.2018.02.27
基于“克强指数”对中国GDP的混频预测研究
Study on the Mixed Frequency Forecast of China's GDP Based on the Keqiang Index
摘要
Abstract
It constructs a MIDAS model based on mixed data,monthly Keqiang index and China's quarterly GDP growth,compares with the same frequency ADL model.It shows that the MIDAS model's predictive accuracy is better,so it is available to forecast quarterly GDP by monthly Keqiang index,and it can provide the basis for the formulation of macroeconomic policy.关键词
MIDAS模型/混频数据/预测精度/克强指数/GDP增长率Key words
MIDAS Model/mixed frequency data/predictive accuracy/Keqiang index/the GDP growth rate分类
管理科学引用本文复制引用
秦梦,孙毅,代天娇..基于“克强指数”对中国GDP的混频预测研究[J].青岛大学学报（自然科学版）,2018,31(1):150-156,7.基金项目
青岛社科规划项目(批准号:QDSKL1601061)资助. （批准号:QDSKL1601061）
